+643.2%
GEV vs CPNG
-16.5%
+659.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.1% | +6.3% | +4.1% |
| 7D | +8.1% | -6.3% | +14.4% | +10.2% |
| 30D | -1.9% | -8.7% | +6.8% | +0.7% |
| 3M | +4.1% | -2.4% | +6.5% | +3.5% |
| 6M | +23.2% | -22.3% | +45.5% | +30.4% |
| YTD | +48.9% | -37.2% | +86.1% | +71.0% |
| 1Y | +62.2% | -53.0% | +115.2% | +110.7% |
| All | +643.2% | -16.5% | +659.6% | +680.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CPNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling